Lagrange Multipliers and saddle points in multiobjective programming
- Cite this article as:
- Li, Z.F. & Wang, S.Y. J Optim Theory Appl (1994) 83: 63. doi:10.1007/BF02191762
In this paper, we present several conditions for the existence of a Lagrange multiplier or a weak saddle point in multiobjective optimization. Relations between a Lagrange multiplier and a weak saddle point are established. A sufficient condition is also given for the equivalence of the Benson proper efficiency and the Borwein proper efficiency.